+198.7%
PDD vs WAT
+104.8%
+93.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.4% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | -13.1% | -1.0% | -12.1% | -12.9% |
| 3M | -3.5% | +10.9% | -14.4% | -7.4% |
| 6M | -21.8% | +33.2% | -55.0% | -30.8% |
| YTD | -29.7% | +6.1% | -35.7% | -32.5% |
| 1Y | -36.2% | +30.2% | -66.5% | -44.0% |
| 3Y | -16.4% | +52.9% | -69.2% | -37.0% |
| 5Y | -23.8% | -5.1% | -18.7% | -29.0% |
| All | +198.7% | +104.8% | +93.9% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling